S&P Composite 1500 Communication Services Sector Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.82% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6246 | 6.77 | |
| 0.0815 | 9.51 | |
| 0.8925 | 85.96 | |
| -0.0436 | -4.35 | |
| 0.0595 | 4.05 | |
| -0.0127 | -1.37 | |
| -0.0087 | -0.71 |
Estimation Period:
Dec 29, 1994 to Feb 6, 2026
Dec 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P Composite 1500 Communication Services Sector Index Analyses
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